Graph
Data
|
|
|
|
|
S0
|
100
|
|
|
Drift
|
-0.25
|
|
|
Volatility
|
0.3
|
|
|
Time-step
|
0.01
|
|
|
|
|
|
|
Time
|
Price
|
Random Normal Variable
|
|
0
|
100
|
-1.3012076612371
|
|
0.01
|
98.9212851172724
|
-0.27623829424254
|
|
0.02
|
96.386126838175
|
-0.77093454106529
|
|
0.03
|
97.4146212082572
|
0.43901881208449
|
|
0.04
|
98.9383341467647
|
0.60471739923246
|
|
0.05
|
99.6411368679725
|
0.32011473435067
|
|
0.06
|
98.8116464640738
|
-0.19415928667353
|
|
0.07
|
95.80794294344
|
-0.92994247241087
|
|
0.08
|
97.0867651301685
|
0.52825893046726
|
|
0.09
|
97.0820399492835
|
0.08171101097779
|
|
0.1
|
98.1540442949705
|
0.45140839858983
|
|
0.11
|
99.5924350452734
|
0.57181405450812
|
|
0.12
|
99.5145282816997
|
0.05725813878726
|
|
0.13
|
99.9125407248124
|
0.21665136906308
|
|
0.14
|
101.794831507375
|
0.71131282049549
|
|
0.15
|
97.4438389823546
|
-1.34142548810894
|
|
0.16
|
96.6146484587686
|
-0.20031399017306
|
|
0.17
|
97.8560618667058
|
0.5116374010017
|
|
0.18
|
99.1349906047878
|
0.51898297141233
|
|
0.19
|
104.839300703103
|
2.00136115362004
|
|
0.2
|
104.328070126979
|
-0.0792108565826
|
|
0.21
|
105.63788797407
|
0.50182660029305
|
|
0.22
|
104.663424662104
|
-0.22415208711409
|
|
0.23
|
110.267890887991
|
1.86825047574512
|
|
0.24
|
115.07863746888
|
1.53759366307744
|
|
0.25
|
116.243165130806
|
0.42064692675656
|
|
0.26
|
116.876264283785
|
0.26487781446956
|
|
0.27
|
118.003772416968
|
0.40490080188423
|
|
0.28
|
113.16603735902
|
-1.28321480290014
|
|
0.29
|
117.685201992973
|
1.41446433913013
|
|
0.3
|
117.101763709251
|
-0.08192060226256
|
|
0.31
|
111.030412451446
|
-1.64489320100509
|
|
0.32
|
112.524751084303
|
0.53196075587554
|
|
0.33
|
107.87730461419
|
-1.29338495170435
|
|
0.34
|
106.760583212847
|
-0.26172577659314
|
|
0.35
|
103.241234799519
|
-1.01549556256853
|
|
0.36
|
99.948361818719
|
-0.97983133053839
|
|
0.37
|
97.3340253177264
|
-0.78856239809591
|
|
0.38
|
97.6397136586933
|
0.18802037707059
|
|
0.39
|
96.9905592251983
|
-0.13828223993779
|
|
0.4
|
97.5708594637423
|
0.28276863342153
|
|
0.41
|
92.875723902195
|
-1.52067548219217
|
|
0.42
|
95.1868672220389
|
0.91280854412782
|
|
0.43
|
92.4555152245046
|
-0.87315435495353
|
|
0.44
|
95.9669604375396
|
1.34932783332191
|
|
0.45
|
95.6058398741212
|
-0.04209892021586
|
|
0.46
|
96.0315652760743
|
0.23176408558086
|
|
0.47
|
95.1886159798596
|
-0.20926118798938
|
|
0.48
|
92.4518352975552
|
-0.87503781015281
|
|
0.49
|
98.8928591851007
|
2.40563224238696
|
|
0.5
|
97.583749230756
|
-0.35792196899828
|
|
